It's more obvious on modern mods that load lots of resources where the progress bar moves a bit more slowly, but it can be seen on Hexen too. Although the screenshot comes from GZDoom 4.8, this pre-dates 4.8 by a long, long time.

The progress bar goes most of the way across the screen very quickly, pauses (at the position shown), and then goes straight to the title screen without the final notch or two ever being visibly filled in. In the screenshot above, the green bar in Codename: Demolitionist ( viewtopic.php?t=67687 ) races up to the position, pauses for a moment or two and then changes to the title.
[edit] Video
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In Hexen, much the same thing happens, but it's only the very last notch that never appears:

Basically, I can see this effect in every mod that uses Hexen-style progress bar startups.
I tried running vanilla Hexen under DOSBox and it definitely showed the final notch:

What's more, it incremented at a more measured/even pace rather than racing to almost done then pausing.
[edit] Video of GZDoom then Vanilla in DOSBox
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I suspect this is probably down to GZDoom having a totally different approach to resource loading and preparing the game compared to vanilla Hexen, but I thought I'd stick this here just in case.